So first off, C is a compiled language, not a scripting language. This means that in order to run the program you must compile it into an executable. .c files are not inherently executable. Try running this in the same directory as your program file:

gcc is - of course - the call of the function itself. You may open it with some parameters to influence the act of compiling. -o is such a parameter and it defines the name of the compiled file (without this parameter it would just be a.out). A list of possible parameters is available on the develeoper homepage or on different other pages through the net. The last point is the name of the input-data and the output, the compiled program.

Keep on learning!

"The individual is defined only by his relationship to the world and to other individuals; he exists only by transcending himself, and his freedom can be achieved only through the freedom of others." - Simone de Beauvoir

You forgot to include a return statement. Implicit returns are Not A Good Thing (TM). Also, an important distinction to make is that int main() { return 0; } is not the same thing as int main(void) { return 0; }.